+35.6%
HUM vs RBRK
+124.5%
-88.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.5% | +4.8% | +2.4% |
| 7D | +2.1% | -7.5% | +9.6% | +2.5% |
| 30D | +5.4% | -10.4% | +15.8% | +5.9% |
| 3M | +11.4% | +21.3% | -9.9% | +9.6% |
| 6M | +141.5% | +50.6% | +90.9% | +132.7% |
| YTD | +61.2% | +13.3% | +47.9% | +57.7% |
| 1Y | +49.2% | +11.2% | +37.9% | +45.6% |
| All | +35.6% | +124.5% | -88.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RBRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling